Inferring causality in networks of WSS processes by pairwise estimation methods
Bibliographic record
Abstract
Inferring causal dependences in a family of dynamic systems from a finite set of observations is a problem encountered in many applications that arise in a diverse variety of fields; ranging from economics and finance to climatology and neuroscience. Given a set of random processes, the objective is to determine whether one process is influenced by the others and to investigate the nature of this influence in case a dependence relation is identified. The notion of Granger-causality may be used in this context to measure and quantify causal structures. Ideally, in order to infer the complete interdependence structure of a complex system, one should simultaneously consider the dynamic behaviour of all the processes involved. However, for large networks, such a method becomes exceedingly complicated. In this paper, we consider an interdependent group of jointly wide sense stationary real-valued stochastic processes and investigate the problem of determining Granger-causality by identifying pairwise causal relations. It is seen that while such methods may not reveal all details of a system, they can nonetheless provide useful and reasonably accurate information.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.008 | 0.034 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.002 |
| Bibliometrics | 0.004 | 0.003 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.002 | 0.002 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".